Little offtopic:
Some marketing managers @ Microsoft decided to make our life more complicated. Remember ".NET"? Probably the same person got his hands on graphics division of MS.
Seems in this year everything game/graphics related will be called XNA! So, even MS DirectX is now [probarbly will be] XNA DirectX.

So, it's better to start describing things more extensively (not just XNA) to avoid further confusion:
* XNA Game Studio Express
* XNA Framework
* XNA Build

PS.
Q: Does the XNA Framework support Windows and Pocket PC devices?
A: The XNA Framework currently does not support Windows Mobile or Pocket PC devices, but based on customer feedback this may be a direction we expand the XNA Framework in the future. We know that developing mobile games is a hot area of growth and one we would like to support in the future.